The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
| VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| AKORN INC | NOTE 3.500% 6/0 | 009728AB2 | 12,721 | 4,991,000 | PRN | SOLE | 4,991,000 | 0 | 0 | ||
| ALLIANCE DATA SYSTEMS CORP | NOTE 4.750% 5/1 | 018581AC2 | 43,195 | 7,473,000 | PRN | SOLE | 7,473,000 | 0 | 0 | ||
| CADENCE DESIGN SYSTEM INC | NOTE 2.625% 6/0 | 127387AJ7 | 220,477 | 106,332,000 | PRN | SOLE | 106,332,000 | 0 | 0 | ||
| CMS ENERGY CORP | NOTE 5.500% 6/1 | 125896BD1 | 220,763 | 101,701,000 | PRN | SOLE | 101,701,000 | 0 | 0 | ||
| D R HORTON INC | NOTE 2.000% 5/1 | 23331ABB4 | 72,868 | 43,697,000 | PRN | SOLE | 43,697,000 | 0 | 0 | ||
| DIGITAL RLTY TR INC | COM | 253868103 | 34,942 | 658,300 | SH | Put | SOLE | 658,300 | 0 | 0 | |
| EQUINIX INC | NOTE 3.000%10/1 | 29444UAG1 | 353,969 | 217,199,000 | PRN | SOLE | 217,199,000 | 0 | 0 | ||
| EQUINIX INC | NOTE 4.750% 6/1 | 29444UAH9 | 224,005 | 98,885,000 | PRN | SOLE | 98,885,000 | 0 | 0 | ||
| GILEAD SCIENCES INC | NOTE 1.000% 5/0 | 375558AN3 | 43,784 | 13,950,000 | PRN | SOLE | 13,950,000 | 0 | 0 | ||
| INSULET CORP | NOTE 3.750% 6/1 | 45784PAC5 | 15,644 | 8,614,000 | PRN | SOLE | 8,614,000 | 0 | 0 | ||
| M & T BK CORP | *W EXP 12/23/201 | 55261F112 | 415 | 8,700 | SH | SOLE | 8,700 | 0 | 0 | ||
| MYLAN INC | NOTE 3.750% 9/1 | 628530AJ6 | 23,122 | 6,291,000 | PRN | SOLE | 6,291,000 | 0 | 0 | ||
| OPKO HEALTH INC | COM | 68375N103 | 4,297 | 461,000 | SH | SOLE | 461,000 | 0 | 0 | ||
| OPKO HEALTH INC | COM | 68375N103 | 13,290 | 1,426,000 | SH | Put | SOLE | 1,426,000 | 0 | 0 | |
| SBA COMMUNICATIONS CORP | NOTE 4.000%10/0 | 78388JAM8 | 774,506 | 259,253,000 | PRN | SOLE | 259,253,000 | 0 | 0 | ||
| SUPERNUS PHARMACEUTICALS INC | COM | 868459108 | 4,477 | 500,754 | SH | SOLE | 500,754 | 0 | 0 | ||
| SUPERNUS PHARMACEUTICALS INC | COM | 868459108 | 7,402 | 828,000 | SH | Call | SOLE | 828,000 | 0 | 0 | |
| WESCO INTL INC | DBCV 6.000% 9/1 | 95082PAH8 | 5,925 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| WESTERN REFNG INC | NOTE 5.750% 6/1 | 959319AC8 | 89,496 | 22,057,000 | PRN | SOLE | 22,057,000 | 0 | 0 | ||